-2.4%
PATH vs MSFU
+112.7%
-115.1%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +13.5% | -10.6% | -3.4% |
| 7D | -4.8% | +8.2% | -13.0% | -8.7% |
| 30D | +2.7% | +10.2% | -7.5% | -2.6% |
| 3M | -4.2% | +22.9% | -27.1% | -13.6% |
| 6M | +24.7% | +63.2% | -38.4% | -4.5% |
| YTD | -17.6% | +11.7% | -29.3% | -25.2% |
| 1Y | -5.3% | -3.5% | -1.8% | -7.8% |
| 3Y | -22.0% | +46.4% | -68.4% | -44.6% |
| All | -2.4% | +112.7% | -115.1% | -51.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MSFU.
Daily Out/Under-Performance
Portfolio return minus MSFU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSFU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MSFU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling